14 citations · 40 across the 26 of their papers we have counts for
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math.ST2013★ 1 cited
On Approximation of the Backward Stochastic Differential Equation
Yury A. Kutoyants, Li Zhou
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffus…
math.ST2013★ 1 cited
On Asymptotically Distribution Free Tests with Parametric Hypothesis for Ergodic Diffusion Processes
M. Kleptsyna, Yu. A. Kutoyants
We consider the problem of the construction of the asymptotically distribution free test by the observations of ergodic diffusion process. It is supposedd that under the basic hypo…
math.ST2013★ 1 cited
On Asymptotic Distribution of Parameter Free tests for Ergodic Diffusion Processes
Yury A. Kutoyants
We consider two problems of constructing of goodness of fit tests for ergodic diffusion processes. The first one is concerned with a composite basic hypothesis for a parametric cla…